Call For Papers - NINTH ERASMUS LIQUIDITY CONFERENCE

Conference dates

14 May 2019 - 15 May 2019

Location

Rotterdam, The Netherlands

Description

KEYNOTE SPEAKER:
Darrell Duffie (Stanford)

ORGANIZING COMMITTEE:
Dion Bongaerts (Conference Chair)
Mathijs van Dijk
Elvira Sojli
Wing Wah Tham
Michel van der Wel

OVERVIEW:
For the ninth time, the Econometric Institute and the Rotterdam School of Management (RSM) at Erasmus University jointly organize a conference with the objective of promoting research on market liquidity, and bringing together leading academics in the field. The conference will host a limited number of paper presentations with designated discussants and ample opportunity for discussion and interaction. There is a limited budget to cover accommodation expenses and/or travel costs for speakers and discussants.

CONFERENCE WEBSITE:
More information, as well as an overview of previous editions of the conference, is available at:
https://www.rsm.nl/research/departments/finance/research/conferences/liquidity-conference/ninth-erasmus-liquidity-conference-2019/

TOPICS:
We solicit submission of theoretical and empirical papers on all aspects of market liquidity. Topics relevant to the conference include, but are not limited to, the following:
- role of liquidity in financial crises
- market liquidity and funding liquidity
- the real effects of market liquidity
- flight to liquidity
- liquidity in international equity, credit, and derivative markets
- liquidity spill-overs
- dynamics of liquidity
- liquidity and asset pricing
- liquidity and market efficiency
- market microstructure
- high-frequency trading
- alternative trading venues
- clearing and CCPs

SUBMISSION OF PAPERS:
Interested authors should submit their paper in pdf format to liquidity@rsm.nl.

Submission Deadline: February 1st, 2019

SPONSORS:
Rotterdam School of Management, Erasmus University
Erasmus University Rotterdam, Econometric Institute
Tinbergen Institute
Erasmus Research Institute of Management